Immersive Analytics is a quickly evolving field that unites several areas such as visualisation, immersive environments, and humancomputer interaction to support human data analysis with emerging technologies. This research has thrived over the past years with multiple workshops, seminars, and a growing body of publications, spanning several conferences. Given the rapid advancement of interaction technologies and novel application domains, this paper aims toward a broader research agenda to enable widespread adoption. We present 17 key research challenges developed over multiple sessions by a diverse group of 24 international experts, initiated from a virtual scientific workshop at ACM CHI 2020. These challenges aim to coordinate future work by providing a systematic roadmap of current directions and impending hurdles to facilitate productive and effective applications for Immersive Analytics. Immersive analytics, grand research challenges, data visualisation, augmented reality, virtual reality.